Rough volatility
edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France)
| Year of publication: |
[2024]
|
|---|---|
| Other Persons: | Bayer, Christian (ed.) ; Friz, Peter K. (ed.) ; Fukasawa, Masaaki (ed.) ; Gatheral, Jim (ed.) ; Jacquier, Antoine (ed.) ; Rosenbaum, Mathieu (ed.) |
| Publisher: |
Philadelphia : siam, Society for Industrial and Applied Mathematics |
| Subject: | Volatilität | Volatility | Arbitrage | Simulation | Finanzmathematik | Mathematical finance | Gebrochene Brownsche Bewegung | Computersimulation | Asymptotik | Regularitätsstruktur |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xxviii, 263 Seiten Diagramme |
|---|---|
| Series: | Financial mathematics : FM. - Philadelphia, PA : siam, ZDB-ID 2874978-9. - Vol. 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 245-260 |
| ISBN: | 978-1-61197-777-6 ; 978-1-61197-778-3 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014560254